When you open a workbook and receive the "cannot connect to data" message box it gives you the exact path of the file for which it was searching. Make sure you place your data files in the exact same directory. I understand that the default Windows 7 directory structure for the My Documents folder is different, so, if you used the default Tableau Repository directory, you will want to create a new directory path that matches your old one. Make sense?
FWIW, we are moving to Windows 7 this Fall and your email reminded me to inform all of our users of this potential pitfall.